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Optimal Asset Allocation for a Mean-Variance-CVaR Insurer under Regulatory Constraints
(Articles)
Yu Shi
,
Xia Zhao
,
Xin Yan
American Journal of Industrial and Business Management
Vol.9 No.7
, July 24, 2019
DOI:
10.4236/ajibm.2019.97103
908
Downloads
2,429
Views
Citations
Trading Frequency Anomalies in Infant Markets: The Test for Returns and Sensitivity of Shares and Portfolios
(Articles)
Shamis Moh’d
,
Ravindran Ramasamy
,
Zulkifflee Mohamed
Journal of Financial Risk Management
Vol.8 No.4
, December 3, 2019
DOI:
10.4236/jfrm.2019.84016
627
Downloads
1,695
Views
Citations
Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes
(Articles)
Lusungu Julius Mbigili
,
Sure Mataramvura
,
Wilson M. Charles
Journal of Mathematical Finance
Vol.10 No.1
, December 13, 2019
DOI:
10.4236/jmf.2020.101002
985
Downloads
2,438
Views
Citations
Statistical Arbitrage Strategy in Multi-Asset Market Using Time Series Analysis
(Articles)
Takahiro Imai
,
Kei Nakagawa
Journal of Mathematical Finance
Vol.10 No.2
, May 21, 2020
DOI:
10.4236/jmf.2020.102020
1,760
Downloads
6,490
Views
Citations
This article belongs to the Special Issue on
Finance and Portfolio Management
Mean Difference of Truncated Normal Distribution
(Articles)
Giovanni Girone
,
Antonella Massari
,
Fabio Manca
,
Claudia Marin
Applied Mathematics
Vol.11 No.11
, November 20, 2020
DOI:
10.4236/am.2020.1111078
429
Downloads
2,076
Views
Citations
A New Regression Type Estimator and Its Application in Survey Sampling
(Articles)
M. Zahid Hasan
,
M. Sultana
,
K. Fatema
,
Md. Ali Hossain
,
M. Murad Hossain
Open Journal of Statistics
Vol.10 No.6
, December 10, 2020
DOI:
10.4236/ojs.2020.106057
1,638
Downloads
3,647
Views
Citations
Effect of Mulching and/or Watering on Soil Moisture for Growth and Survival of the Transplanted Tree Seedlings in Dry Period
(Articles)
Huruy Frezghi
,
Nitsihti Abay
,
Tadesse Yohannes
American Journal of Plant Sciences
Vol.12 No.2
, February 26, 2021
DOI:
10.4236/ajps.2021.122013
788
Downloads
2,896
Views
Citations
On Maps Preserving Unitarily Invariant Norms of the Spectral Geometric Mean
(Articles)
Hongjie Chen
,
Lei Li
,
Zheng Shi
,
Liguang Wang
Journal of Applied Mathematics and Physics
Vol.9 No.4
, April 15, 2021
DOI:
10.4236/jamp.2021.94041
421
Downloads
1,144
Views
Citations
A Note on the Mean Value Theorems
(Articles)
Kung Kuen Tse
Advances in Pure Mathematics
Vol.11 No.5
, May 19, 2021
DOI:
10.4236/apm.2021.115026
440
Downloads
1,926
Views
Citations
Response of Permafrost Thermal Regime to Climate Change over Northern Hemisphere in the 21st Century
(Articles)
Wenhao Yang
,
Hongxia Shi
Journal of Geoscience and Environment Protection
Vol.9 No.9
, September 28, 2021
DOI:
10.4236/gep.2021.99006
280
Downloads
1,270
Views
Citations
Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility
(Articles)
René Ferland
,
François Watier
Applied Mathematics
Vol.13 No.7
, July 19, 2022
DOI:
10.4236/am.2022.137038
196
Downloads
844
Views
Citations
Study on the Dynamics of an SIR Epidemic Model with Saturated Growth Rate
(Articles)
Yiting Lu
,
Wenwen Wang
,
Hui Chen
,
Yuming Yan
,
Xiaoliang Zhou
Journal of Applied Mathematics and Physics
Vol.10 No.7
, July 20, 2022
DOI:
10.4236/jamp.2022.107148
278
Downloads
1,241
Views
Citations
Optimizing the Computation of Many-Pair Density Matrix in VDPC
(Articles)
Jin Li
,
Wanli Ma
Journal of Applied Mathematics and Physics
Vol.10 No.7
, July 28, 2022
DOI:
10.4236/jamp.2022.107157
219
Downloads
794
Views
Citations
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market
(Articles)
Jiang Ye
,
Yiwei Wang
,
Muhammad Wajid Raza
Journal of Mathematical Finance
Vol.12 No.3
, August 25, 2022
DOI:
10.4236/jmf.2022.123030
335
Downloads
1,695
Views
Citations
Propagation Model Optimization Based on Ion Motion Optimization Algorithm for Efficient Deployment of eLTE Network
(Articles)
Deussom Djomadji Eric Michel
,
Tsague Njatsa Austene Beldine
,
Tonye Emmanuel
Journal of Computer and Communications
Vol.10 No.11
, November 30, 2022
DOI:
10.4236/jcc.2022.1011012
215
Downloads
1,000
Views
Citations
COST 231-Hata Propagation Model Optimization in 1800 MHz Band Based on Magnetic Optimization Algorithm: Application to the City of Limbé
(Articles)
Eric Michel Deussom Djomadji
,
Kabiena Ivan Basile
,
Fobasso Segnou Thierry
,
Tonye Emanuel
Journal of Computer and Communications
Vol.11 No.2
, February 27, 2023
DOI:
10.4236/jcc.2023.112005
268
Downloads
1,820
Views
Citations
Inflation and Portfolio Management
(Articles)
Di Ma
Open Journal of Social Sciences
Vol.11 No.3
, March 29, 2023
DOI:
10.4236/jss.2023.113022
252
Downloads
1,285
Views
Citations
Okumura Hata Propagation Model Optimization in 400 MHz Band Based on Differential Evolution Algorithm: Application to the City of Bertoua
(Articles)
Eric Michel Deussom Djomadji
,
Ivan Basile Kabiena
,
Joel Thibaut Mandengue
,
Felix Watching
,
Emmanuel Tonye
Journal of Computer and Communications
Vol.11 No.5
, May 29, 2023
DOI:
10.4236/jcc.2023.115005
286
Downloads
1,539
Views
Citations
Temporal Variability of Extreme Precipitation in Jiangxi during 1961-2018
(Articles)
Kaimei Zhang
,
Fengen Huang
,
Zijie Huang
,
Hua Yang
Open Journal of Geology
Vol.13 No.5
, May 31, 2023
DOI:
10.4236/ojg.2023.135022
192
Downloads
880
Views
Citations
Wind Speed and Power Density Analysis for Sustainable Energy in Batouri, East Region of Cameroon
(Articles)
Pierre Pokem
,
Elie Bertrand Kengne Signe
,
Jean Nganhou
,
Yaouba
Journal of Power and Energy Engineering
Vol.11 No.6
, June 29, 2023
DOI:
10.4236/jpee.2023.116005
221
Downloads
955
Views
Citations
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